Anic Equity

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Total return since start: 0.55 %

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Equity now: -----------------------------> 47344.83 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45949.85 Kr

PnL: ---------------------------------------> -938.72 Kr

DD now: ---------------------------------> -2.643 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 12:07:08.924084'

Anic Portfolio

Today

Return: -0.189 %

This Week

Return: -1.186 %

Total

Return: 54.995 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	2.820000	3095.000000	168.000000	5.740000	2927.000000
HEBA B	70	-0.500000	2775.500000	139.500000	5.290000	2636.000010
HMS Networks	2	15.210000	796.800000	123.800000	18.400000	673.000000
SAAB B	8	1.130000	3446.400000	69.400000	2.060000	3377.000000
MedCap	2	0.430000	463.000000	42.000000	9.980000	421.000000
Samhällsbyggnadsbo. i Norden B	20	-0.690000	389.300000	34.300000	9.660000	355.000000
Intrum	4	5.730000	560.600000	33.600000	6.380000	527.000000
AcadeMedia	12	-0.940000	580.080000	23.080000	4.140000	557.000004
Corem Property Group B	59	-3.250000	597.080000	20.080000	3.480000	576.999999
Resurs Holding	22	-1.610000	592.240000	18.240000	3.180000	573.999998
Eastnine	4	0.800000	506.400000	15.400000	3.140000	491.000000
Swedbank A	3	-0.830000	574.950000	10.950000	1.940000	564.000000
Fastighetsbolag. Emilshus Pref	21	-0.550000	572.250000	10.250000	1.820000	562.000005
OEM International B	7	-0.650000	534.100000	6.100000	1.160000	527.999997
Boozt	12	-0.500000	1659.600000	5.600000	0.340000	1653.999996
Securitas B	6	-0.560000	575.520000	5.520000	0.970000	570.000000
Norva24 Group	16	0.060000	546.560000	3.560000	0.660000	543.000000
Karnov Group	9	-0.500000	538.200000	2.200000	0.410000	536.000004
Creaspac SPAC	6	0.310000	579.000000	2.000000	0.350000	577.000002
Coor Service Management Hold.	8	-0.220000	534.000000	2.000000	0.380000	532.000000
Samhällsbyggnadsbo. i Norden D	12	-0.680000	246.000000	0.000000	0.000000	246.000000
CTEK	13	-0.610000	525.850000	-8.150000	-1.530000	533.999999
Nordea Bank Abp	29	-0.800000	3441.140000	-12.860000	-0.370000	3453.999992
Handelsbanken A	5	-1.390000	532.250000	-13.750000	-2.520000	546.000000
Midsona B	63	0.450000	563.850000	-19.150000	-3.280000	582.999984
Essity B	2	-3.760000	538.200000	-35.800000	-6.240000	574.000000
Beijer Electronics Group	26	-6.620000	2932.800000	-38.200000	-1.290000	2971.000006
International Petroleum Corp.	5	-1.270000	545.500000	-49.070000	-8.250000	594.565215
Essity A	4	-3.220000	1082.000000	-67.000000	-5.830000	1149.000000
Vivesto	1368	2.150000	545.010000	-67.990000	-11.090000	612.999432
Sampo Oyj SDB	7	-1.190000	3769.500000	-80.500000	-2.090000	3850.000000
Fasadgruppen Group	35	0.580000	3654.000000	-157.000000	-4.120000	3810.999990
OX2	18	0.450000	1409.400000	-254.600000	-15.300000	1663.999992
Axfood	13	-3.050000	3467.100000	-288.900000	-7.690000	3756.000001
Ovzon	52	0.560000	2776.800000	-585.200000	-17.410000	3361.999992
TOTAL			45945.980000	-942.590000	-2.65049%	46888.564618

Updated:

'2023-01-26 12:06:02.845214'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.